Long Memory Affine Term Structure Models
|Date||1 May 2013|
|Time||13:00-14:00 (Timezone: Europe/London)|
|Venue||ICMA Centre, Room G03/04|
He is Professor in Financial Econometrics at Imperial College Business School. Paolo's main research interests are financial econometrics and econometric theory as well as risk management and asset allocation. His publications include The Annals of Statistics, The Journal of Econometrics, The Journal of Time Series Analysis, The Journal of Empirical Finance, The Journal of Monetary Economics and Econometric Theory.